+38.9%
CNH vs COPX
+208.1%
-169.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | +3.0% | -2.8% | +5.9% | +4.9% |
| 30D | -0.6% | -14.3% | +13.8% | +7.5% |
| 3M | +14.6% | -19.0% | +33.7% | +26.7% |
| 6M | +11.8% | -24.4% | +36.2% | +25.7% |
| YTD | +30.4% | -3.2% | +33.7% | +24.0% |
| 1Y | +19.1% | +15.2% | +3.9% | +2.1% |
| 3Y | +30.2% | +127.6% | -97.5% | -29.1% |
| 5Y | -17.8% | +106.0% | -123.8% | -53.4% |
| 10Y | +103.9% | +313.7% | -209.8% | -28.5% |
| All | +38.9% | +208.1% | -169.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling